+39.3%
MDB vs ACI
+29.9%
+9.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.4% | +6.1% | +2.8% |
| 7D | -11.4% | -2.2% | -9.2% | -11.3% |
| 30D | -13.8% | +10.3% | -24.1% | -14.1% |
| 3M | -15.5% | +7.2% | -22.6% | -15.7% |
| 6M | +17.9% | -18.0% | +35.9% | +18.0% |
| YTD | -25.5% | -22.0% | -3.5% | -25.4% |
| 1Y | -12.1% | -23.4% | +11.3% | -12.0% |
| 3Y | -5.9% | -35.8% | +30.0% | -5.4% |
| 5Y | -43.7% | -43.7% | 0.0% | -44.3% |
| All | +39.3% | +29.9% | +9.4% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling